0.14Open0.30Pre Close4 Volume160 Open Interest87.50Strike Price56.00Turnover28.17%IV9.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0633Delta0.0267Gamma638.16Leverage Ratio-0.0186Theta0.0021Rho40.41Eff Leverage0.0205Vega